-16.7%
GLIBK vs SPY
+24.4%
-41.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +0.5% | +0.5% | -0.1% | +0.3% |
| 30D | +8.0% | -0.9% | +8.9% | +8.4% |
| 3M | +24.8% | +3.9% | +20.9% | +23.5% |
| 6M | -31.2% | +14.5% | -45.7% | -35.2% |
| YTD | -30.3% | +12.9% | -43.3% | -34.0% |
| 1Y | -28.7% | +19.4% | -48.1% | -35.5% |
| All | -16.7% | +24.4% | -41.0% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling